ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	79.555	79.725	0.170	0.2%	78.960
High	79.755	80.080	0.325	0.4%	79.755
Low	79.375	79.670	0.295	0.4%	78.835
Close	79.608	79.948	0.340	0.4%	79.398
Range	0.380	0.410	0.030	7.9%	0.920
ATR	0.468	0.468	0.000	0.1%	0.000
Volume	16,292	17,196	904	5.5%	95,820

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.129	80.949	80.174
R3	80.719	80.539	80.061
R2	80.309	80.309	80.023
R1	80.129	80.129	79.986	80.219
PP	79.899	79.899	79.899	79.945
S1	79.719	79.719	79.910	79.809
S2	79.489	79.489	79.873
S3	79.079	79.309	79.835
S4	78.669	78.899	79.723

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.089	81.664	79.904
R3	81.169	80.744	79.651
R2	80.249	80.249	79.567
R1	79.824	79.824	79.482	80.037
PP	79.329	79.329	79.329	79.436
S1	78.904	78.904	79.314	79.117
S2	78.409	78.409	79.229
S3	77.489	77.984	79.145
S4	76.569	77.064	78.892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.080	79.110	0.970	1.2%	0.446	0.6%	86%	True	False	19,461
10	80.080	78.725	1.355	1.7%	0.466	0.6%	90%	True	False	21,196
20	82.070	78.725	3.345	4.2%	0.481	0.6%	37%	False	False	12,076
40	83.945	78.725	5.220	6.5%	0.454	0.6%	23%	False	False	6,064
60	84.610	78.725	5.885	7.4%	0.417	0.5%	21%	False	False	4,052
80	84.610	78.725	5.885	7.4%	0.352	0.4%	21%	False	False	3,073
100	84.610	78.725	5.885	7.4%	0.282	0.4%	21%	False	False	2,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.079
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.823
2.618	81.153
1.618	80.743
1.000	80.490
0.618	80.333
HIGH	80.080
0.618	79.923
0.500	79.875
0.382	79.827
LOW	79.670
0.618	79.417
1.000	79.260
1.618	79.007
2.618	78.597
4.250	77.928

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	79.924	79.875
PP	79.899	79.801
S1	79.875	79.728

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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